Opendata, web and dolomites

juliaeconometrics SIGNED

Developing a Financial Econometrics Package for the Julia Programming Language

Total Cost €


EC-Contrib. €






Project "juliaeconometrics" data sheet

The following table provides information about the project.


Organization address
address: RAMISTRASSE 71
city: Zürich
postcode: 8006

contact info
title: n.a.
name: n.a.
surname: n.a.
function: n.a.
email: n.a.
telephone: n.a.
fax: n.a.

 Coordinator Country Switzerland [CH]
 Total cost 187˙419 €
 EC max contribution 187˙419 € (100%)
 Programme 1. H2020-EU.1.3.2. (Nurturing excellence by means of cross-border and cross-sector mobility)
 Code Call H2020-MSCA-IF-2016
 Funding Scheme MSCA-IF-EF-ST
 Starting year 2018
 Duration (year-month-day) from 2018-03-01   to  2020-02-29


Take a look of project's partnership.

# participants  country  role  EC contrib. [€] 
1    UNIVERSITAT ZURICH CH (Zürich) coordinator 187˙419.00


 Project objective

Julia is a new programming language started at MIT, with a strong focus on numerical computing. Its key advantage compared to languages like R and Python is that Julia is (just in time) compiled, rather than interpreted. As a consequence, Julia effectively combines the convenience of these high level languages with the speed of compiled low level languages such as C\ or Fortran. Speed of execution is critical in many applications, including but not limited to those involving big data.

One critical aspect of any scientific programming language is its ecosystem, that is, the collection of libraries which implement common scientific functionality. In Julia, these take the form of packages. Packages are contributed by the user community and hosted in an online repository. They can be conveniently installed from within the language itself, similar to R and its CRAN network. Currently there are more than 1000 packages listed.

The aim of the project proposed here is to build a Financial Econometrics package for Julia, as this functionality is presently absent. This package would become part of the official repository, and hopefully become the standard way of doing financial econometrics in Julia. Like Julia itself, the results of the project would be available under an open source license, an important aspect of open science. Open source software, via R and Python, has already made inroads into scientific computing, but financial econometrics is still a stronghold of commercial closed-source products like Matlab. This project will offer researchers in the field an alternative.

Are you the coordinator (or a participant) of this project? Plaese send me more information about the "JULIAECONOMETRICS" project.

For instance: the website url (it has not provided by EU-opendata yet), the logo, a more detailed description of the project (in plain text as a rtf file or a word file), some pictures (as picture files, not embedded into any word file), twitter account, linkedin page, etc.

Send me an  email ( and I put them in your project's page as son as possible.

Thanks. And then put a link of this page into your project's website.

The information about "JULIAECONOMETRICS" are provided by the European Opendata Portal: CORDIS opendata.

More projects from the same programme (H2020-EU.1.3.2.)

MIGPSC (2018)

Shaping the European Migration Policy: the role of the security industry

Read More  

ToMComputations (2019)

How other minds are represented in the human brain: Neural computations underlying Theory of Mind

Read More  

NeoPur (2019)

New treatments and novel diagnostic tests for neonatal seizures based on purinergic signaling.

Read More